MATH 175: Numerical Analysis II

Slides:



Advertisements
Similar presentations
Numerical Computation Lecture 4: Root Finding Methods - II United International College.
Advertisements

Lecture 5 Newton-Raphson Method
Muller’s method & FORTRAN features Muller’s method for solving non-linear equations & FORTRAN features April 6, 2004.
Numerical Analysis 1 EE, NCKU Tien-Hao Chang (Darby Chang)
Numerical Analysis 1 EE, NCKU Tien-Hao Chang (Darby Chang)
Chapter 6 Open Methods.
Revision.
MATH 577http://amadeus.math.iit.edu/~fass1 3.2 The Secant Method Recall Newton’s method Main drawbacks: requires coding of the derivative requires evaluation.
ECIV 301 Programming & Graphics Numerical Methods for Engineers Lecture 9 Roots of Equations Open Methods.
Copyright © 2006 The McGraw-Hill Companies, Inc. Permission required for reproduction or display. Martin Mendez UASLP Chapter 61 Unit II.
ECIV 301 Programming & Graphics Numerical Methods for Engineers Lecture 21 CURVE FITTING Chapter 18 Function Interpolation and Approximation.
Chapter 3 Root Finding.
MATH 175: NUMERICAL ANALYSIS II CHAPTER 3: Differential Equations Lecturer: Jomar Fajardo Rabajante 2nd Sem AY IMSP, UPLB.
MATH 175: NUMERICAL ANALYSIS II Lecturer: Jomar Fajardo Rabajante IMSP, UPLB 2 nd Semester AY
Chapter 4 Roots of Polynomials.
MATH 685/ CSI 700/ OR 682 Lecture Notes Lecture 8. Nonlinear equations.
Objectives: To solve quadratic equations using the Quadratic Formula. To determine the number of solutions by using the discriminant.
Jonathan Choate Groton School
MATH 175: Numerical Analysis II Lecturer: Jomar Fajardo Rabajante 2 nd Sem AY IMSP, UPLB.
Review Taylor Series and Error Analysis Roots of Equations
Chapter 4 Interpolation and Approximation. 4.1 Lagrange Interpolation The basic interpolation problem can be posed in one of two ways: The basic interpolation.
Copyright © 2006 The McGraw-Hill Companies, Inc. Permission required for reproduction or display. 1 ~ Roots of Equations ~ Open Methods Chapter 6 Credit:
Lecture 6 Numerical Analysis. Solution of Non-Linear Equations Chapter 2.
Solving Quadratics. Methods for Solving Quadratics Graphing Factoring Square Root Method Completing the Square Quadratic Formula.
9.1 Notes Geometric Mean. 9.1 Notes Arithmetic mean is another term that means the same thing as average. The second do now question could have been,
linear  2.3 Newton’s Method ( Newton-Raphson Method ) 1/12 Chapter 2 Solutions of Equations in One Variable – Newton’s Method Idea: Linearize a nonlinear.
Lecture 5 - Single Variable Problems CVEN 302 June 12, 2002.
By Ms. Tang. We’ve learned how to solve quadratics (which is a type of polynomials) by: Factoring Completing the square Quadratic formula.
Solve by factoring. x² = - 4 – 5x 2,. Solve by factoring. n² = -30 – 11n -4 and -1.
2.4 Complex Numbers Standard form of a complex number a + bi Adding and Subtracting complex numbers (3 – i) + (2 + 3i) = 2i + (-4 – 2i) = 3 - (-2 + 3i)
MATH 175: Numerical Analysis II Lecturer: Jomar Fajardo Rabajante IMSP, UPLB 2 nd Sem AY
Answers for Review Questions for Lectures 1-4. Review Lectures 1-4 Problems Question 2. Derive a closed form for the estimate of the solution of the equation.
MATH 175: Numerical Analysis II
Root Finding Methods Fish 559; Lecture 15 a.
MATH 175: NUMERICAL ANALYSIS II
Numerical Analysis Lecture 25.
CS B553: Algorithms for Optimization and Learning
YES! The Quadratic Formula
Warm up – Solve by Taking Roots
Warm-Up.
Read Chapters 5 and 6 of the textbook
MATH 2140 Numerical Methods
Solution of Equations by Iteration
Numerical Analysis Lecture 7.
Numerical Analysis Lecture 45.
Today’s class Multiple Variable Linear Regression
Chapter 27.
1. Use the quadratic formula to find all real zeros of the second-degree polynomial
Computers in Civil Engineering 53:081 Spring 2003
Sec. 1.4 Quadratic Equations.
Chapter 10. Numerical Solutions of Nonlinear Systems of Equations
MATH 175: Numerical Analysis II
MATH 175: NUMERICAL ANALYSIS II
MATH 174: Numerical Analysis
MATH CP Algebra II Exploring Quadratic Functions and Inequalities
Quadratic Equations.
MATH 174: Numerical Analysis I
MATH 174: NUMERICAL ANALYSIS I
3.8 Newton’s Method How do you find a root of the following function without a graphing calculator? This is what Newton did.
MATH 174: NUMERICAL ANALYSIS I
MATH 175: NUMERICAL ANALYSIS II
Newton’s Method and Its Extensions
Math 175: Numerical Analysis II
Lecture 11 Graphics ChE 310.
Some Comments on Root finding
MATH 175: Numerical Analysis II
MATH 175: NUMERICAL ANALYSIS II
MATH 175: Numerical Analysis II
MATH 175: NUMERICAL ANALYSIS II
QUADRATIC FUNCTION PARABOLA.
Presentation transcript:

MATH 175: Numerical Analysis II Lecturer: Jomar F. Rabajante IMSP, UPLB 2nd Sem AY 2012-2013

ACCELERATING CONVERGENCE: Aitken’s ∆2 process Used to accelerate linearly convergent sequences, regardless of the method used. Actually, this acceleration method is not only applicable to root- finding algorithms.

ACCELERATING CONVERGENCE: Aitken’s ∆2 process F O R M U L A (update the value of rk)

ACCELERATING CONVERGENCE: Aitken’s ∆2 process Actually, Aitken’s process is an extrapolation. r delta r delta^2 r rk-2 rk-1 rk-1-rk-2 rk rk-rk-1 (rk-rk-1)-(rk-1-rk-2)

ACCELERATING CONVERGENCE: Aitken’s ∆2 process Steffensen’s Method: a modified Aitken’s delta-squared process applied to fixed point iteration For sample computations, see the MS Excel file.

Other Method: Muller’s Method Extension of secant method – instead of using linear interpolation, it uses quadratic interpolation (parabola) May generate complex zeros (use software that can understand complex arithmetic) Less sensitive to starting values compared to Newton’s Method Order of convergence: p≈1.84

Other Method: Muller’s Method Initial points: f parabola

Other Method: Muller’s Method Formula z1,z2 & z3 came from Newton’s Divided Difference, and xk came from quadratic formula